SBGI vs. GWRS
Compare and contrast key facts about Sinclair Broadcast Group, Inc. (SBGI) and Global Water Resources, Inc. (GWRS).
Performance
SBGI vs. GWRS - Performance Comparison
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SBGI vs. GWRS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SBGI Sinclair Broadcast Group, Inc. | -13.18% | 1.49% | 32.63% | -9.82% | -38.70% | -14.80% | -0.99% | 29.04% | -28.68% | 15.93% |
GWRS Global Water Resources, Inc. | -8.65% | -24.33% | -9.94% | 0.95% | -20.68% | 20.65% | 12.34% | 33.21% | 11.84% | 5.74% |
Fundamentals
SBGI:
$915.15M
GWRS:
$207.13M
SBGI:
-$1.61
GWRS:
$0.11
SBGI:
0.29
GWRS:
3.75
SBGI:
2.07
GWRS:
2.39
SBGI:
$3.17B
GWRS:
$55.76M
SBGI:
$1.42B
GWRS:
$51.72M
SBGI:
$602.00M
GWRS:
$30.76M
Returns By Period
In the year-to-date period, SBGI achieves a -13.18% return, which is significantly lower than GWRS's -8.65% return.
SBGI
- 1D
- 0.93%
- 1M
- -16.03%
- YTD
- -13.18%
- 6M
- -8.24%
- 1Y
- -12.17%
- 3Y*
- -2.12%
- 5Y*
- -10.24%
- 10Y*
- -4.41%
GWRS
- 1D
- 0.79%
- 1M
- -15.74%
- YTD
- -8.65%
- 6M
- -21.97%
- 1Y
- -23.77%
- 3Y*
- -12.60%
- 5Y*
- -12.18%
- 10Y*
- —
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Return for Risk
SBGI vs. GWRS — Risk / Return Rank
SBGI
GWRS
SBGI vs. GWRS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sinclair Broadcast Group, Inc. (SBGI) and Global Water Resources, Inc. (GWRS). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| SBGI | GWRS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.24 | -0.75 | +0.51 |
Sortino ratioReturn per unit of downside risk | -0.01 | -0.85 | +0.85 |
Omega ratioGain probability vs. loss probability | 1.00 | 0.88 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | -0.50 | -0.69 | +0.19 |
Martin ratioReturn relative to average drawdown | -1.03 | -1.59 | +0.56 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SBGI | GWRS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.24 | -0.75 | +0.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.19 | -0.38 | +0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.09 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.07 | 0.14 | -0.07 |
Correlation
The correlation between SBGI and GWRS is 0.22, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
SBGI vs. GWRS - Dividend Comparison
SBGI's dividend yield for the trailing twelve months is around 7.66%, more than GWRS's 3.97% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SBGI Sinclair Broadcast Group, Inc. | 7.66% | 6.54% | 6.20% | 7.67% | 6.45% | 3.03% | 2.51% | 2.40% | 2.81% | 1.90% | 2.11% | 2.03% |
GWRS Global Water Resources, Inc. | 3.97% | 3.60% | 2.62% | 2.28% | 2.22% | 1.71% | 2.01% | 2.18% | 2.81% | 2.94% | 1.90% | 0.00% |
Drawdowns
SBGI vs. GWRS - Drawdown Comparison
The maximum SBGI drawdown since its inception was -96.05%, which is greater than GWRS's maximum drawdown of -60.89%. Use the drawdown chart below to compare losses from any high point for SBGI and GWRS.
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Drawdown Indicators
| SBGI | GWRS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.05% | -60.89% | -35.16% |
Max Drawdown (1Y)Largest decline over 1 year | -24.63% | -33.97% | +9.34% |
Max Drawdown (5Y)Largest decline over 5 years | -68.79% | -60.89% | -7.90% |
Max Drawdown (10Y)Largest decline over 10 years | -81.31% | — | — |
Current DrawdownCurrent decline from peak | -70.19% | -58.08% | -12.11% |
Average DrawdownAverage peak-to-trough decline | -49.04% | -21.11% | -27.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.98% | 14.76% | -2.78% |
Volatility
SBGI vs. GWRS - Volatility Comparison
The current volatility for Sinclair Broadcast Group, Inc. (SBGI) is 9.02%, while Global Water Resources, Inc. (GWRS) has a volatility of 18.16%. This indicates that SBGI experiences smaller price fluctuations and is considered to be less risky than GWRS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SBGI | GWRS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.02% | 18.16% | -9.14% |
Volatility (6M)Calculated over the trailing 6-month period | 34.46% | 26.66% | +7.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 51.41% | 31.93% | +19.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 54.26% | 31.96% | +22.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 51.72% | 33.74% | +17.98% |
Financials
SBGI vs. GWRS - Financials Comparison
This section allows you to compare key financial metrics between Sinclair Broadcast Group, Inc. and Global Water Resources, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities